Diversified stock portfolio with strong value tilt and historically resilient performance versus US and global markets
Report created on Apr 19, 2026Risk profile
- Secure Speculative
The risk profile, derived from past market volatility, reflects the level of risk the portfolio is exposed to. This assessment helps align your investments with your financial goals and comfort with market fluctuations.
Diversification profile
- Focused Diversified
The diversification assessment evaluates the spread of investments across asset classes, regions, and sectors. This ensures a balanced mix, reducing risk and maximizing returns by not concentrating in any single area.
Positions
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SP State Street® SPDR® Portfolio S&P 500® ETF
SPYM - US78464A8541 60.00% -
AV Avantis® International Small Cap Value ETF
AVDV - US0250728021 20.00% -
AV Avantis International Large Cap
AVIV - US0250723642 10.00% -
AV Avantis® U.S. Small Cap Value ETF
AVUV - US0250728773 10.00%
This portfolio is built entirely from four equity ETFs, with 60% in a broad US large‑cap fund and 40% in more focused value and international small‑ and large‑cap funds. The structure mixes a simple “core” holding with more specialized “satellite” positions. This kind of core‑satellite layout matters because it shows what really drives behavior: the big core ETF largely sets the tone, while the smaller value‑focused funds add distinct characteristics. The result is a share‑heavy mix that seeks diversification mainly through company size, geography, and style rather than through bonds or cash. The reported risk and diversification scores reflect that, showing moderate risk and strong spread across different equity exposures.
Growth
From late 2021 to April 2026, a $1,000 investment grew to about $1,780, which is a compound annual growth rate (CAGR) of 13.59%. CAGR is like your average yearly “cruising speed” over the whole trip. Over this period, the portfolio slightly beat the US market benchmark and more clearly outpaced the global market, while showing a similar maximum drawdown of around -24%. Max drawdown is the worst peak‑to‑trough drop, giving a sense of how painful downturns can feel. The portfolio took about 15 months to fully recover after the 2022 decline, broadly in line with markets. Only 19 days generated 90% of returns, underscoring how missing just a few strong days can dramatically affect outcomes.
Projection
The Monte Carlo projection uses the portfolio’s past risk and return patterns to simulate 1,000 possible 15‑year futures. Think of it as running many “what if” timelines, each with random ups and downs shaped by history. The median result turns $1,000 into about $2,776, implying an annualized 8.30% across all simulations. The middle 50% of outcomes land between roughly $1,823 and $4,384, while the widest shown band stretches from about $987 to $7,964. This wide spread illustrates that long‑term equity results can vary a lot, even if the average looks appealing. Around 74% of simulated paths end with a gain, but that still leaves a meaningful chunk that are flat or negative, highlighting that projections are possibilities, not promises.
Asset classes
- No data 60%
- Stocks 40%
On the asset‑class view, 40% of the portfolio is clearly tagged as stocks, while 60% is in a “no data” bucket where the system doesn’t show an asset label. Since the underlying holdings are all equity ETFs, that missing classification is more about data coverage than strategy design. The educational takeaway is that asset‑class breakdowns only help if the labels are complete; when part of the picture is blank, diversification across cash, bonds, and stocks can’t be judged solely from this chart. What can be said is that, based on the product types alone, this is an equity‑only setup, meaning risk and return are dominated by stock market movements rather than fixed income or cash‑like behavior.
Sectors
- Financials 8%
- Industrials 8%
- Basic Materials 6%
- Consumer Discretionary 6%
- Energy 5%
- Technology 2%
- Consumer Staples 1%
- Health Care 1%
- Telecommunications 1%
The sector breakdown shows exposures spread across financials, industrials, basic materials, consumer areas, energy, and several others. No single sector dominates the visible slice, and technology actually appears relatively small in this particular classification, which contrasts with many cap‑weighted indices where tech is often the largest piece. Sector allocation matters because economic cycles hit areas differently; for example, industrials and materials typically respond strongly to global growth, while consumer sectors can reflect household spending strength. Here, the mix leans toward more cyclical, economy‑sensitive sectors among the disclosed portion, which can boost returns in expansions but may lead to sharper moves when growth slows. Overall, the spread across multiple sectors within the data provided supports the high diversification score.
Regions
- North America 14%
- Europe Developed 13%
- Japan 8%
- Australasia 3%
- Africa/Middle East 1%
- Asia Developed 1%
Geographically, the visible slice of the portfolio spans North America, developed Europe, Japan, Australasia, and smaller allocations to developed Asia and Africa/Middle East. This means returns are linked to multiple major economic regions rather than a single country. Geographic spread matters because different economies and currencies experience unique interest‑rate cycles, policy decisions, and growth trends. Compared with a purely domestic equity portfolio, this pattern allows company results in one region to potentially offset weakness in another. At the same time, the shares are still concentrated in developed markets rather than emerging ones, which tends to mean more stable institutions but somewhat less exposure to faster‑growing, higher‑volatility economies. The presence of several regions is consistent with the high diversification score noted earlier.
Market capitalization
- Mid-cap 13%
- Small-cap 13%
- Micro-cap 5%
- Large-cap 4%
- Mega-cap 4%
By market capitalization, the portfolio shows meaningful exposure to small‑ and mid‑cap companies, plus smaller slices in micro‑, large‑, and mega‑caps. Market cap describes company size; mega‑caps are global giants, while micro‑caps are tiny firms. This spread suggests the portfolio does not lean exclusively on the largest names, which often dominate broad indices. Smaller companies typically move more sharply, both up and down, and can behave differently from blue‑chip stocks, which adds another layer of diversification within equities. Having exposure across the size spectrum can help the portfolio capture different parts of the business lifecycle, from mature firms to more niche or early‑stage players, though it also means accepting some added volatility relative to a strictly large‑cap mix.
True holdings
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NV NVIDIA Corporation 4.54%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
AA Apple Inc 3.99%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
MS Microsoft Corporation 2.95%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
AM Amazon.com Inc 2.18%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
GO Alphabet Inc Class A 1.79%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
AV Broadcom Inc 1.57%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
GO Alphabet Inc Class C 1.44%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
ME Meta Platforms Inc. 1.34%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
TS Tesla Inc 1.12%
Part of fund(s):- LS 1x Tesla Tracker ETP Securities GBP
- State Street® SPDR® Portfolio S&P 500® ETF
-
BR Berkshire Hathaway Inc 0.94%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
- Top 10 total 21.86%
The look‑through holdings show that the top underlying exposures include several very large US companies such as NVIDIA, Apple, Microsoft, Amazon, Alphabet, and others. These positions appear entirely via ETFs rather than as direct single‑stock lines, but together they form noticeable stakes, with NVIDIA alone around 4.5% of the portfolio and Apple close to 4%. Because the same big names often appear across multiple funds, overlap can quietly concentrate risk in a handful of companies. That’s the key lesson from look‑through analysis: even a portfolio of diversified funds can, under the surface, depend heavily on a short list of mega‑caps. Note that this overlap is likely understated, since only top‑10 ETF holdings are captured here.
Factors
Factor exposure shows a clearly high tilt toward value at 64%, while size, momentum, quality, yield, and low volatility all sit in the neutral band around the 50% market‑like level. Factors are like the underlying “traits” that explain why groups of stocks behave as they do. A value tilt means the portfolio leans more toward companies trading on lower prices relative to fundamentals such as earnings or book value. Historically, value stocks have sometimes outperformed growth stocks, but with more extended periods of underperformance too. Because the other factors sit close to neutral, the portfolio’s behavior is likely to be most noticeably different from a broad index when value is either strongly rewarded or strongly out of favor, while its sensitivity to momentum, quality, and volatility patterns should be closer to the market average.
Risk contribution
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State Street® SPDR® Portfolio S&P 500® ETF
Weight: 60.00% 60.7% -
Avantis® International Small Cap Value ETF
Weight: 20.00% 18.4% -
Avantis® U.S. Small Cap Value ETF
Weight: 10.00% 11.9% -
Avantis International Large Cap
Weight: 10.00% 8.9%
Risk contribution data shows that the S&P 500 ETF, at 60% weight, contributes about 61% of total portfolio volatility, almost exactly in line with its size. The international small‑cap value ETF, at 20%, adds around 18% of risk, slightly less than its weight, while the US small‑cap value ETF, with a 10% weight, contributes nearly 12% of risk, making it a bit punchier than its size suggests. Risk contribution measures how much each holding drives the portfolio’s ups and downs, which can differ from simple percentages. Here, the top three holdings account for about 91% of total risk, so changes in those funds will dominate the experience. This pattern is typical of a core‑satellite approach where one or two positions anchor the overall volatility.
Redundant positions
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High correlationAvantis® International Small Cap Value ETFAvantis International Large Cap
The correlation view highlights a very tight relationship between the international small‑cap value ETF and the international large‑cap ETF, meaning they tend to move almost identically day to day. Correlation is a measure of how assets move together; a value near 1 means they usually rise and fall in tandem, while a value near 0 suggests more independent behavior. High correlation between two positions reduces the diversification benefit you might expect just from holding more funds. In practice, this means that the two international equity funds behave more like a single combined exposure than completely separate engines. Even so, they still add diversification relative to the US S&P 500 core, as their regional and style patterns differ from that main holding.
Risk vs. return
This chart shows the Efficient Frontier, calculated using your current assets with different allocation combinations. It highlights the best balance between risk and return based on historical data. "Efficient" portfolios maximize returns for a given risk or minimize risk for a given return. Portfolios below the curve are less efficient. This is informational and not a recommendation to buy or sell any assets.
Click on the colored dots to explore allocations.
On the risk‑versus‑return chart, the current portfolio sits below the efficient frontier, with a Sharpe ratio of 0.62 compared with 0.88 for the optimal mix using the same holdings. The Sharpe ratio is a way to measure return per unit of risk, after accounting for a risk‑free rate, like checking how much extra speed you get for each extra bump in the road. Being about 1.17 percentage points below the efficient frontier at the current risk level means that, based on historical data, a different weighting of these same four ETFs could have delivered better risk‑adjusted performance. The minimum‑variance mix also shows a higher Sharpe than the current setup, suggesting there is room, at least historically, for a smoother ride without sacrificing much return.
Dividends
- Avantis® International Small Cap Value ETF 2.80%
- Avantis International Large Cap 2.80%
- Avantis® U.S. Small Cap Value ETF 1.30%
- State Street® SPDR® Portfolio S&P 500® ETF 1.10%
- Weighted yield (per year) 1.63%
The portfolio’s total dividend yield is about 1.63%, blending higher payouts from the international small‑ and large‑cap value funds (around 2.8%) with lower yields from the US small‑cap value and S&P 500 ETFs. Dividend yield is the annual cash distribution as a percentage of price, like rental income from a property. Here, the yield is modest, which is typical for equity portfolios that tilt toward capital growth with a value flavor rather than pure income strategies. Dividends still play a role by providing a steady, if smaller, stream of cash returns that can be reinvested or taken out. Over long periods, reinvested dividends compound and can form a significant part of total stock market returns.
Ongoing product costs
- Avantis® International Small Cap Value ETF 0.36%
- Avantis International Large Cap 0.25%
- Avantis® U.S. Small Cap Value ETF 0.25%
- Weighted costs total (per year) 0.12%
The portfolio’s total expense ratio (TER) comes out to about 0.12% a year, which is impressively low given the mix of broad and specialized ETFs. TER is the ongoing fee charged by funds, expressed as a percentage of invested assets, similar to a small yearly membership cost. The underlying Avantis funds charge between 0.25% and 0.36%, while the large S&P 500 ETF typically comes in cheaper, pulling down the weighted average. Lower costs matter because they are one of the few factors investors can reliably observe and they compound over time. This fee level supports better long‑term performance by leaving more of the portfolio’s gross returns in the investor’s pocket, and it aligns well with cost‑efficient index‑oriented approaches.
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